Build an arena first. Starting with a long, straight corridor, 3x3, with some copper spear traps going up and down. This wont cause much damage, just stream out the useless fodder, like brine and water. At the end, in the middle of a box of fortifications inaccessible to the demons, a ballista, shooting iron or bronze bolts. Then, a large room, preferably 36X48. U shaped walls should be placed row on row, to make fireballs, gases, and webs less deadly. The U should be five wide by four long, with a 3x3 empty space. One square should separate each U's beginning from the others' back, with them arranged awkwardly. Inside each U should by a 3x3 up-down stairway, covered by hatches, leading to a room that's 9x9, with a squad of moderately trained and armed dwarves, or animals, or war prisoners, at the bottom. This will thin them out, killing some, and spreading them thin. At the end of this room, have two exits, rather long, conjoining at the end with a drawbridge and pit full of dogs or something that can't climb in there. Guarding each corridor should be at least one squad of legendary dwarves, with an adamantine mail shirt, helm, copper shield, steel breastplate-greaves-gauntlets-high boots, and an adamantine or steel weapon. Each of those legendary dwarves should have at least one dog. If possible, breed jabberers beforehand. They grow to full size, bigger than an elephant, in two years, and don't graze. Behind those, you should have marksdwarf squads, with a nearby bolt stockpile. This should handle hell, even if there are iron and bronze demons in the mix.